Dynamical low-rank integrators for second-order matrix differential equations

In this paper, we construct and analyze a new dynamical low-rank integrator for second-order matrix differential equations. The method is based on a combination of the projector-splitting integrator introduced in [11] and a Strang splitting. We also present a variant of the new integrator which is tailored to stiff second-order problems

Dynamical low-rank integrators for second-order matrix differential equations

In this paper, we construct and analyze a new dynamical low-rank integrator for second-order matrix differential equations. The method is based on a combination of the projector-splitting integrator introduced in Lubich and Oseledets (BIT 54(1):171–188, 2014. https://doi.org/10.1007/s10543-013-0454-0) and a Strang splitting. We also present a variant of the new integrator which is tailored to semilinear second-order problems

On the stability of robust dynamical low-rank approximations for hyperbolic problems

The dynamical low-rank approximation (DLRA) is used to treat high-dimensional problems that arise in such diverse fields as kinetic transport and uncertainty quantification. Even though it is well known that certain spatial and temporal discretizations when combined with the DLRA approach can result in numerical instability, this phenomenon is poorly understood. In this paper we perform a L2 stability analysis for the corresponding nonlinear equations of motion. This reveals the source of the instability for the projector splitting integrator when first discretizing the equations and then applying the DLRA. Based on this we propose a projector splitting integrator, based on applying DLRA to the continuous system before performing the discretization, that recovers the classic CFL condition. We also show that the unconventional integrator has more favorable stability properties and explain why the projector splitting integrator performs better when approximating higher moments, while the unconventional integrator is generally superior for first order moments. Furthermore, an efficient and stable dynamical low-rank update for the scattering term in kinetic transport is proposed. Numerical experiments for kinetic transport and uncertainty quantification, which confirm the results of the stability analysis, are presented

Dynamical low-rank approximation of the Vlasov-Poisson equation with piecewise linear spatial boundary

We consider dynamical low-rank approximation (DLRA) for the numerical simulation of Vlasov--Poisson equations based on separation of space and velocity variables, as proposed in several recent works. The standard approach for the time integration in the DLRA model uses a splitting of the tangent space projector for the low-rank manifold according to the separated variables. It can also be modified to allow for rank-adaptivity. A less studied aspect is the incorporation of boundary conditions in the DLRA model. We propose a variational formulation of the projector splitting which allows to handle inflow boundary conditions on spatial domains with piecewise linear boundary. Numerical experiments demonstrate the principle feasibility of this approach

Nonlinear Evolution Equations: Analysis and Numerics

The qualitative theory of nonlinear evolution equations is an important tool for studying the dynamical behavior of systems in science and technology. A thorough understanding of the complex behavior of such systems requires detailed analytical and numerical investigations of the underlying partial differential equations